Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 0.220097 0.236861 0.254811 0.275553 0.298974 0.324735 0.355399
2025-12-28 0.200199 0.222473 0.247549 0.278155 0.314905 0.358139 0.413666
2026-01-04 0.188338 0.214578 0.245308 0.284534 0.334147 0.396084 0.481430
2026-01-11 0.175084 0.203215 0.237157 0.282008 0.341139 0.418663 0.532158
2026-01-18 0.166960 0.197050 0.234352 0.285256 0.355074 0.451126 0.600731
2026-01-25 0.155334 0.185455 0.223505 0.276626 0.351603 0.458510 0.633151
2026-02-01 0.145052 0.174814 0.212998 0.267327 0.345887 0.461419 0.658314
2026-02-08 0.138447 0.168488 0.207658 0.264519 0.348905 0.477276 0.706747
2026-02-15 0.135762 0.167105 0.208750 0.270661 0.365473 0.515868 0.801637
2026-02-22 0.131013 0.162629 0.205240 0.269743 0.370959 0.536929 0.868502
2026-03-01 0.126293 0.157925 0.201088 0.267480 0.373951 0.553900 0.930736
2026-03-08 0.121306 0.152603 0.195747 0.262995 0.372829 0.563325 0.979104
2026-03-15 0.116469 0.147400 0.190478 0.258530 0.371774 0.573538 1.033801
2026-03-22 0.114434 0.146045 0.190704 0.262609 0.385527 0.613341 1.169083
2026-03-29 0.113233 0.145799 0.192513 0.269283 0.404439 0.666282 1.357403
2026-04-05 0.109879 0.142277 0.189202 0.267344 0.407585 0.687442 1.467752
2026-04-12 0.108032 0.140867 0.189008 0.270520 0.420457 0.731468 1.665815
2026-04-19 0.103639 0.135529 0.182519 0.262634 0.411539 0.725560 1.700570
2026-04-26 0.099334 0.130189 0.175832 0.254070 0.400669 0.713894 1.712563
2026-05-03 0.096663 0.127206 0.172709 0.251487 0.401331 0.729428 1.830140
2026-05-10 0.096020 0.127233 0.174299 0.257180 0.418989 0.788970 2.152684
2026-05-17 0.093977 0.125059 0.172284 0.256335 0.423172 0.815558 2.357887
2026-05-24 0.091777 0.122573 0.169664 0.254242 0.424540 0.835063 2.545677